Anadolu Hayat (Turkey) Market Value
| ANHYT Stock | TRY 96.60 0.60 0.62% |
| Symbol | Anadolu |
Anadolu Hayat 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Anadolu Hayat's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Anadolu Hayat.
| 06/05/2024 |
| 12/02/2024 |
If you would invest 0.00 in Anadolu Hayat on June 5, 2024 and sell it all today you would earn a total of 0.00 from holding Anadolu Hayat Emeklilik or generate 0.0% return on investment in Anadolu Hayat over 180 days. Anadolu Hayat is related to or competes with Aksa Akrilik, Tofas Turk, AK Sigorta, Is Yatirim, and Anadolu Anonim. Anadolu Hayat Emeklilik Anonim Sirketi provides group and individual private pension and life insurance products in Turk... More
Anadolu Hayat Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Anadolu Hayat's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Anadolu Hayat Emeklilik upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.48 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 15.03 | |||
| Value At Risk | (4.02) | |||
| Potential Upside | 4.86 |
Anadolu Hayat Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Anadolu Hayat's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Anadolu Hayat's standard deviation. In reality, there are many statistical measures that can use Anadolu Hayat historical prices to predict the future Anadolu Hayat's volatility.| Risk Adjusted Performance | 0.033 | |||
| Jensen Alpha | 9.0E-4 | |||
| Total Risk Alpha | (0.40) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.129 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Anadolu Hayat's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Anadolu Hayat Emeklilik Backtested Returns
Anadolu Hayat Emeklilik secures Sharpe Ratio (or Efficiency) of -0.039, which signifies that the company had a -0.039% return per unit of standard deviation over the last 3 months. Anadolu Hayat Emeklilik exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Anadolu Hayat's mean deviation of 2.35, and Risk Adjusted Performance of 0.033 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.68, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Anadolu Hayat's returns are expected to increase less than the market. However, during the bear market, the loss of holding Anadolu Hayat is expected to be smaller as well. At this point, Anadolu Hayat Emeklilik has a negative expected return of -0.1%. Please make sure to confirm Anadolu Hayat's value at risk, and the relationship between the information ratio and kurtosis , to decide if Anadolu Hayat Emeklilik performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.81 |
Very good predictability
Anadolu Hayat Emeklilik has very good predictability. Overlapping area represents the amount of predictability between Anadolu Hayat time series from 5th of June 2024 to 3rd of September 2024 and 3rd of September 2024 to 2nd of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Anadolu Hayat Emeklilik price movement. The serial correlation of 0.81 indicates that around 81.0% of current Anadolu Hayat price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.81 | |
| Spearman Rank Test | 0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 88.29 |
Anadolu Hayat Emeklilik lagged returns against current returns
Autocorrelation, which is Anadolu Hayat stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Anadolu Hayat's stock expected returns. We can calculate the autocorrelation of Anadolu Hayat returns to help us make a trade decision. For example, suppose you find that Anadolu Hayat has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Anadolu Hayat regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Anadolu Hayat stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Anadolu Hayat stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Anadolu Hayat stock over time.
Current vs Lagged Prices |
| Timeline |
Anadolu Hayat Lagged Returns
When evaluating Anadolu Hayat's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Anadolu Hayat stock have on its future price. Anadolu Hayat autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Anadolu Hayat autocorrelation shows the relationship between Anadolu Hayat stock current value and its past values and can show if there is a momentum factor associated with investing in Anadolu Hayat Emeklilik.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Other Information on Investing in Anadolu Stock
Anadolu Hayat financial ratios help investors to determine whether Anadolu Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Anadolu with respect to the benefits of owning Anadolu Hayat security.